+52.7%
ROST vs PCOR
+4.0%
+48.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +19.7% | -13.6% | +5.0% |
| 7D | +7.8% | +21.8% | -14.0% | +6.6% |
| 30D | +8.6% | +39.5% | -31.0% | +7.1% |
| 3M | -1.9% | +35.2% | -37.2% | -3.2% |
| 6M | +9.1% | +21.7% | -12.6% | +7.5% |
| YTD | +37.2% | +3.9% | +33.3% | +36.8% |
| 1Y | +52.7% | +6.9% | +45.8% | +51.8% |
| All | +52.7% | +4.0% | +48.7% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling